ML Training | FuturesML

Dataset Training Mode

Collect feature snapshots, label future movement, and train an offline baseline model.

running

Session: Training session 2026-06-30 10:55:48
Started: 2026-06-30 12:55:48.074854+02:00
Interval: 5s
Horizons: [10, 30, 60]

Last runner error: kucoinfutures fetchOrderBook() limit argument must be 20 or 100

Dataset Stats

Current feature and label inventory.

Total feature snapshots: 144715
Total labels: 434145
Pending labels: 116
Eligible pending labels: 67
Labeled snapshots: 434032
Labels with advanced TP/SL: 415034
Incomplete advanced labels: 18998
Avg long MFE 30s: 0.001191
Avg long MAE 30s: 0.001191
Avg short MFE 30s: 0.301161
Avg short MAE 30s: 0.301161
Long labels: 174469
Short labels: 177537
Flat labels: 82026
Latest snapshot: 2026-07-08 19:36:52.458933+02:00
Recent trades snapshots: 144706
Micro candles: 2894040
Avg data quality: 75.9029132922413555
Latest latency: 5671 ms
Missing fields: 1

Active Exchanges / Pairs

Pairs currently eligible for ML feature collection.

Exchange	Code	Symbol
Binance	binance	VELVET/USDT:USDT
Gate.io	gate	VELVET/USDT:USDT
Huobi / HTX	htx	VELVET/USDT:USDT
KuCoin Futures	kucoinfutures	VELVET/USDT:USDT
MEXC	mexc	VELVET/USDT:USDT

Recent Feature Snapshots

Latest ML rows with tape pressure, candle momentum, deltas, and quality.

Page 278 of 14472 · 144715 total records · 10 per page

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Captured	Exchange	Symbol	Mid Price	Quality	Latency	Labels	Advanced
2026-07-08 12:07:04.024131+02:00	mexc	VELVET/USDT:USDT	0.3996	68	5882 ms	10s short -0.387888 30s short -0.387888 60s short -0.387888	advanced ready
2026-07-08 12:06:57.846854+02:00	htx	VELVET/USDT:USDT	0.40046	90	4806 ms	10s short -0.505668 30s short -0.505668 60s short -0.505668	advanced ready
2026-07-08 12:06:46.341846+02:00	gate	VELVET/USDT:USDT	0.399455	68	11614 ms	10s short -0.326695 30s short -0.326695 60s short -0.326695	advanced ready
2026-07-08 12:06:34.486687+02:00	binance	VELVET/USDT:USDT	0.3992	80	7801 ms	10s short -0.350701 30s short -0.350701 60s short -0.350701	advanced ready
2026-07-08 12:06:26.504995+02:00	mexc	VELVET/USDT:USDT	0.3994	68	5145 ms	10s long 0.050075 30s long 0.050075 60s long 0.050075	advanced ready
2026-07-08 12:06:21.236497+02:00	htx	VELVET/USDT:USDT	0.400345	80	5348 ms	10s flat 0.028725 30s flat 0.028725 60s flat 0.028725	advanced ready
2026-07-08 12:06:08.861768+02:00	gate	VELVET/USDT:USDT	0.401495	68	11634 ms	10s short -0.508101 30s short -0.508101 60s short -0.508101	advanced ready
2026-07-08 12:05:56.879974+02:00	binance	VELVET/USDT:USDT	0.40115	80	7119 ms	10s short -0.486102 30s short -0.486102 60s short -0.486102	advanced ready
2026-07-08 12:05:49.558964+02:00	mexc	VELVET/USDT:USDT	0.40145	68	5199 ms	10s short -0.510649 30s short -0.510649 60s short -0.510649	advanced ready
2026-07-08 12:05:44.084175+02:00	htx	VELVET/USDT:USDT	0.40046	80	5831 ms	10s flat -0.028717 30s flat -0.028717 60s flat -0.028717	advanced ready

Price

Best bid: 0.3995
Best ask: 0.3997
Spread: 0.0002
Spread %: 0.05005
Mid price: 0.3996
Last price: 0.3995
Mark price: -
Index price: 0.4001

Order Book

Bid depth 5: 1312
Ask depth 5: 1676
Bid depth 10: 3366
Ask depth 10: 3299
Bid depth 20: 16134
Ask depth 20: 21249
Imbalance 5: -0.121821
Imbalance 10: 0.010053
Imbalance 20: -0.136827
Top bid size: 199
Top ask size: 72
Bid wall score: 0.012334
Ask wall score: 0.003388

Dynamics

Bid depth 5 delta: -199
Ask depth 5 delta: 845
Imbalance 5 delta: -0.412171
Bid depth 10 delta: -447
Ask depth 10 delta: 738
Imbalance 10 delta: -0.18637
Spread delta: -0.0002
Mid price delta: 0.0002
Wall shift score: 0.008107

Tape

Buy volume: 1405
Sell volume: 2920
Buy/sell delta: -1515
Buy/sell ratio: 0.481164
Avg trade size: 43.25
Large trade count: 7
Largest trade size: 339

Candle

Return 1: -0.398903
Return 3: -0.597163
Volume 1: 544
Volume avg 5: 1252.2
Momentum 5: -0.893079

Cross Exchange

Mid avg: 0.39962875
Mid median: 0.3994275
Price deviation %: -0.007194
Spread %: 0.315293

Funding / OI / Volume

Funding rate: -0.000003
Funding delta: -0.000005
Funding abs: 0.000003
Funding pressure: 0.000008
Open interest: -
Volume 24h: 2063555
Quote volume 24h: 8440515.22
Price change 24h %: -6.19

Quality

Capture latency ms: 5882
Order book timestamp: 2026-07-08 12:07:01.422000+02:00
Ticker timestamp: 2026-07-08 12:06:58.827000+02:00
Trades timestamp: 2026-07-08 12:06:52.910000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.387888	-0.387888	-0.387888	0.387888	0.387888	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.387888	0.387888	0.387888	0.387888	-0.387888	0.387888	yes
30s	short	-0.387888	-0.387888	-0.387888	0.387888	0.387888	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.387888	0.387888	0.387888	0.387888	-0.387888	0.387888	yes
60s	short	-0.387888	-0.387888	-0.387888	0.387888	0.387888	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.387888	0.387888	0.387888	0.387888	-0.387888	0.387888	yes

Price

Best bid: 0.39926
Best ask: 0.40166
Spread: 0.0024
Spread %: 0.599311
Mid price: 0.40046
Last price: 0.40153
Mark price: -
Index price: -

Order Book

Bid depth 5: 2259
Ask depth 5: 9474
Bid depth 10: 19476
Ask depth 10: 11997
Bid depth 20: 24300
Ask depth 20: 24761
Imbalance 5: -0.614932
Imbalance 10: 0.237632
Imbalance 20: -0.009396
Top bid size: 50
Top ask size: 369
Bid wall score: 0.002058
Ask wall score: 0.014902

Dynamics

Bid depth 5 delta: -5741
Ask depth 5 delta: -3387
Imbalance 5 delta: -0.381914
Bid depth 10 delta: -17590
Ask depth 10 delta: -13324
Imbalance 10 delta: 0.049372
Spread delta: 0.00123
Mid price delta: 0.000115
Wall shift score: -0.0129

Tape

Buy volume: 38318
Sell volume: 6008
Buy/sell delta: 32310
Buy/sell ratio: 6.37783
Avg trade size: 443.26
Large trade count: 5
Largest trade size: 2480

Candle

Return 1: 0
Return 3: 0.137164
Volume 1: 0
Volume avg 5: 50
Momentum 5: 0.137164

Cross Exchange

Mid avg: 0.3996
Mid median: 0.3994275
Price deviation %: 0.215215
Spread %: 0.286537

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72739
Volume 24h: 632800
Quote volume 24h: 632800
Price change 24h %: -5.577895

Quality

Capture latency ms: 4806
Order book timestamp: 2026-07-08 12:06:56.001000+02:00
Ticker timestamp: 2026-07-08 12:06:56.387000+02:00
Trades timestamp: 2026-07-08 12:04:16.549000+02:00
Data quality score: 90
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.505668	-0.505668	-0.505668	0.505668	0.505668	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.505668	0.505668	0.505668	0.505668	-0.505668	0.505668	yes
30s	short	-0.505668	-0.505668	-0.505668	0.505668	0.505668	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.505668	0.505668	0.505668	0.505668	-0.505668	0.505668	yes
60s	short	-0.505668	-0.505668	-0.505668	0.505668	0.505668	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.505668	0.505668	0.505668	0.505668	-0.505668	0.505668	yes

Price

Best bid: 0.39939
Best ask: 0.39952
Spread: 0.00013
Spread %: 0.032544
Mid price: 0.399455
Last price: 0.40012
Mark price: 0.40012
Index price: 0.400435

Order Book

Bid depth 5: 5
Ask depth 5: 5
Bid depth 10: 21
Ask depth 10: 39
Bid depth 20: 87
Ask depth 20: 115
Imbalance 5: 0
Imbalance 10: -0.3
Imbalance 20: -0.138614
Top bid size: 1
Top ask size: 1
Bid wall score: 0.011494
Ask wall score: 0.008696

Dynamics

Bid depth 5 delta: -1
Ask depth 5 delta: -12
Imbalance 5 delta: 0.478261
Bid depth 10 delta: -1
Ask depth 10 delta: -11
Imbalance 10 delta: 0.088889
Spread delta: -0.0001
Mid price delta: -0.00204
Wall shift score: -0.016512

Tape

Buy volume: 78
Sell volume: 56
Buy/sell delta: 22
Buy/sell ratio: 1.392857
Avg trade size: 1.34
Large trade count: 3
Largest trade size: 11

Candle

Return 1: -0.378448
Return 3: -0.546828
Volume 1: 24
Volume avg 5: 62.4
Momentum 5: -0.749119

Cross Exchange

Mid avg: 0.40011
Mid median: 0.3998725
Price deviation %: -0.163705
Spread %: 0.573592

Funding / OI / Volume

Funding rate: -0.000254
Funding delta: 0
Funding abs: 0.000254
Funding pressure: 0.000254
Open interest: -
Volume 24h: 7596400
Quote volume 24h: 3054168
Price change 24h %: -13.8

Quality

Capture latency ms: 11614
Order book timestamp: 2026-07-08 12:06:44+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:05.198000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.326695	-0.326695	-0.326695	0.326695	0.326695	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.326695	0.326695	0.326695	0.326695	-0.326695	0.326695	yes
30s	short	-0.326695	-0.326695	-0.326695	0.326695	0.326695	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.326695	0.326695	0.326695	0.326695	-0.326695	0.326695	yes
60s	short	-0.326695	-0.326695	-0.326695	0.326695	0.326695	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.326695	0.326695	0.326695	0.326695	-0.326695	0.326695	yes

Price

Best bid: 0.399
Best ask: 0.3994
Spread: 0.0004
Spread %: 0.1002
Mid price: 0.3992
Last price: 0.3991
Mark price: -
Index price: -

Order Book

Bid depth 5: 8577
Ask depth 5: 6808
Bid depth 10: 25533
Ask depth 10: 13778
Bid depth 20: 47035
Ask depth 20: 29360
Imbalance 5: 0.114982
Imbalance 10: 0.299026
Imbalance 20: 0.231363
Top bid size: 801
Top ask size: 1006
Bid wall score: 0.01703
Ask wall score: 0.034264

Dynamics

Bid depth 5 delta: -35
Ask depth 5 delta: 1719
Imbalance 5 delta: -0.142152
Bid depth 10 delta: 6404
Ask depth 10 delta: 257
Imbalance 10 delta: 0.127265
Spread delta: 0.0001
Mid price delta: -0.00195
Wall shift score: -0.02482

Tape

Buy volume: 7950
Sell volume: 12892
Buy/sell delta: -4942
Buy/sell ratio: 0.616661
Avg trade size: 208.42
Large trade count: 5
Largest trade size: 1345

Candle

Return 1: -0.349563
Return 3: -0.746083
Volume 1: 28703
Volume avg 5: 50110
Momentum 5: -0.91857

Cross Exchange

Mid avg: 0.4005975
Mid median: 0.4007475
Price deviation %: -0.348854
Spread %: 0.522969

Funding / OI / Volume

Funding rate: -0.00000394
Funding delta: -0.00000686
Funding abs: 0.00000394
Funding pressure: 0.0000108
Open interest: 14312535
Volume 24h: 120241961
Quote volume 24h: 48948958.20497
Price change 24h %: -14.172

Quality

Capture latency ms: 7801
Order book timestamp: 2026-07-08 12:06:32.212000+02:00
Ticker timestamp: 2026-07-08 12:06:26.531000+02:00
Trades timestamp: 2026-07-08 12:06:32.952000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.350701	-0.350701	-0.350701	0.350701	0.350701	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.350701	0.350701	0.350701	0.350701	-0.350701	0.350701	yes
30s	short	-0.350701	-0.350701	-0.350701	0.350701	0.350701	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.350701	0.350701	0.350701	0.350701	-0.350701	0.350701	yes
60s	short	-0.350701	-0.350701	-0.350701	0.350701	0.350701	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.350701	0.350701	0.350701	0.350701	-0.350701	0.350701	yes

Price

Best bid: 0.3992
Best ask: 0.3996
Spread: 0.0004
Spread %: 0.10015
Mid price: 0.3994
Last price: 0.3998
Mark price: -
Index price: 0.4011

Order Book

Bid depth 5: 1511
Ask depth 5: 831
Bid depth 10: 3813
Ask depth 10: 2561
Bid depth 20: 53373
Ask depth 20: 12889
Imbalance 5: 0.29035
Imbalance 10: 0.196423
Imbalance 20: 0.610969
Top bid size: 169
Top ask size: 30
Bid wall score: 0.003166
Ask wall score: 0.002328

Dynamics

Bid depth 5 delta: 491
Ask depth 5 delta: -359
Imbalance 5 delta: 0.367273
Bid depth 10 delta: 436
Ask depth 10 delta: -143
Imbalance 10 delta: 0.08575
Spread delta: 0.0003
Mid price delta: -0.00205
Wall shift score: -0.004057

Tape

Buy volume: 1568
Sell volume: 2930
Buy/sell delta: -1362
Buy/sell ratio: 0.535154
Avg trade size: 44.98
Large trade count: 6
Largest trade size: 339

Candle

Return 1: -0.324109
Return 3: -0.522518
Volume 1: 416
Volume avg 5: 1226.6
Momentum 5: -0.818655

Cross Exchange

Mid avg: 0.40111
Mid median: 0.4013
Price deviation %: -0.426317
Spread %: 0.286704

Funding / OI / Volume

Funding rate: 0.000002
Funding delta: -0.000006
Funding abs: 0.000002
Funding pressure: 0.000008
Open interest: -
Volume 24h: 2063439
Quote volume 24h: 8440054.868
Price change 24h %: -6.12

Quality

Capture latency ms: 5145
Order book timestamp: 2026-07-08 12:06:24.614000+02:00
Ticker timestamp: 2026-07-08 12:06:22.727000+02:00
Trades timestamp: 2026-07-08 12:06:19.607000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	long	0.050075	0.050075	0.050075	0.050075	0.050075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050075	0.050075	0.050075	0.050075	0.050075	-0.050075	yes
30s	long	0.050075	0.050075	0.050075	0.050075	0.050075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050075	0.050075	0.050075	0.050075	0.050075	-0.050075	yes
60s	long	0.050075	0.050075	0.050075	0.050075	0.050075	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.050075	0.050075	0.050075	0.050075	0.050075	-0.050075	yes

Price

Best bid: 0.39976
Best ask: 0.40093
Spread: 0.00117
Spread %: 0.292248
Mid price: 0.400345
Last price: 0.40153
Mark price: -
Index price: -

Order Book

Bid depth 5: 8000
Ask depth 5: 12861
Bid depth 10: 37066
Ask depth 10: 25321
Bid depth 20: 184118
Ask depth 20: 154482
Imbalance 5: -0.233019
Imbalance 10: 0.18826
Imbalance 20: 0.087525
Top bid size: 171
Top ask size: 135
Bid wall score: 0.000929
Ask wall score: 0.000874

Dynamics

Bid depth 5 delta: -1727
Ask depth 5 delta: 9129
Imbalance 5 delta: -0.678445
Bid depth 10 delta: 26291
Ask depth 10 delta: 14148
Imbalance 10 delta: 0.206394
Spread delta: -0.00509
Mid price delta: -0.000115
Wall shift score: 0.013069

Tape

Buy volume: 38318
Sell volume: 6008
Buy/sell delta: 32310
Buy/sell ratio: 6.37783
Avg trade size: 443.26
Large trade count: 5
Largest trade size: 2480

Candle

Return 1: 0
Return 3: 0.137164
Volume 1: 0
Volume avg 5: 50
Momentum 5: 0.137164

Cross Exchange

Mid avg: 0.40113875
Mid median: 0.4013
Price deviation %: -0.197874
Spread %: 0.258015

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72739
Volume 24h: 632800
Quote volume 24h: 632800
Price change 24h %: -5.577895

Quality

Capture latency ms: 5348
Order book timestamp: 2026-07-08 12:06:18.801000+02:00
Ticker timestamp: 2026-07-08 12:06:19.443000+02:00
Trades timestamp: 2026-07-08 12:04:16.549000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	0.028725	0.028725	0.028725	0.028725	0.028725	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.028725	0.028725	0.028725	0.028725	0.028725	-0.028725	yes
30s	flat	0.028725	0.028725	0.028725	0.028725	0.028725	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.028725	0.028725	0.028725	0.028725	0.028725	-0.028725	yes
60s	flat	0.028725	0.028725	0.028725	0.028725	0.028725	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	0.028725	0.028725	0.028725	0.028725	0.028725	-0.028725	yes

Price

Best bid: 0.40138
Best ask: 0.40161
Spread: 0.00023
Spread %: 0.057286
Mid price: 0.401495
Last price: 0.40068
Mark price: 0.40068
Index price: 0.401202

Order Book

Bid depth 5: 6
Ask depth 5: 17
Bid depth 10: 22
Ask depth 10: 50
Bid depth 20: 68
Ask depth 20: 99
Imbalance 5: -0.478261
Imbalance 10: -0.388889
Imbalance 20: -0.185629
Top bid size: 2
Top ask size: 1
Bid wall score: 0.029412
Ask wall score: 0.010101

Dynamics

Bid depth 5 delta: 1
Ask depth 5 delta: 10
Imbalance 5 delta: -0.311594
Bid depth 10 delta: 12
Ask depth 10 delta: 10
Imbalance 10 delta: 0.211111
Spread delta: -0.00005
Mid price delta: 0.000935
Wall shift score: 0.006256

Tape

Buy volume: 79
Sell volume: 58
Buy/sell delta: 21
Buy/sell ratio: 1.362069
Avg trade size: 1.37
Large trade count: 3
Largest trade size: 11

Candle

Return 1: -0.034857
Return 3: -0.203818
Volume 1: 11
Volume avg 5: 59.8
Momentum 5: -0.406807

Cross Exchange

Mid avg: 0.400905
Mid median: 0.400855
Price deviation %: 0.147167
Spread %: 0.246941

Funding / OI / Volume

Funding rate: -0.000254
Funding delta: -0.000005
Funding abs: 0.000254
Funding pressure: 0.000259
Open interest: -
Volume 24h: 7594700
Quote volume 24h: 3053487
Price change 24h %: -13.85

Quality

Capture latency ms: 11634
Order book timestamp: 2026-07-08 12:06:07+02:00
Ticker timestamp: -
Trades timestamp: 1970-01-21 16:25:05.162000+01:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.508101	-0.508101	-0.508101	0.508101	0.508101	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.508101	0.508101	0.508101	0.508101	-0.508101	0.508101	yes
30s	short	-0.508101	-0.508101	-0.508101	0.508101	0.508101	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.508101	0.508101	0.508101	0.508101	-0.508101	0.508101	yes
60s	short	-0.508101	-0.508101	-0.508101	0.508101	0.508101	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.508101	0.508101	0.508101	0.508101	-0.508101	0.508101	yes

Price

Best bid: 0.401
Best ask: 0.4013
Spread: 0.0003
Spread %: 0.074785
Mid price: 0.40115
Last price: 0.4016
Mark price: -
Index price: -

Order Book

Bid depth 5: 8612
Ask depth 5: 5089
Bid depth 10: 19129
Ask depth 10: 13521
Bid depth 20: 38875
Ask depth 20: 28068
Imbalance 5: 0.257135
Imbalance 10: 0.171761
Imbalance 20: 0.161436
Top bid size: 432
Top ask size: 99
Bid wall score: 0.011113
Ask wall score: 0.003527

Dynamics

Bid depth 5 delta: 1624
Ask depth 5 delta: 386
Imbalance 5 delta: 0.061685
Bid depth 10 delta: -307
Ask depth 10 delta: 132
Imbalance 10 delta: -0.012458
Spread delta: 0.0001
Mid price delta: 0.00185
Wall shift score: 0.018257

Tape

Buy volume: 14052
Sell volume: 4667
Buy/sell delta: 9385
Buy/sell ratio: 3.010928
Avg trade size: 187.19
Large trade count: 8
Largest trade size: 1864

Candle

Return 1: -0.024888
Return 3: -0.667656
Volume 1: 39803
Volume avg 5: 56815.6
Momentum 5: 0.525526

Cross Exchange

Mid avg: 0.4004425
Mid median: 0.40051
Price deviation %: 0.17668
Spread %: 0.536906

Funding / OI / Volume

Funding rate: 0.00000292
Funding delta: 0
Funding abs: 0.00000292
Funding pressure: 0.00000292
Open interest: 14307894
Volume 24h: 120343085
Quote volume 24h: 48998026.54067
Price change 24h %: -13.986

Quality

Capture latency ms: 7119
Order book timestamp: 2026-07-08 12:05:54.526000+02:00
Ticker timestamp: 2026-07-08 12:05:46.351000+02:00
Trades timestamp: 2026-07-08 12:05:56.083000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.486102	-0.486102	-0.486102	0.486102	0.486102	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.486102	0.486102	0.486102	0.486102	-0.486102	0.486102	yes
30s	short	-0.486102	-0.486102	-0.486102	0.486102	0.486102	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.486102	0.486102	0.486102	0.486102	-0.486102	0.486102	yes
60s	short	-0.486102	-0.486102	-0.486102	0.486102	0.486102	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	no	no	no	no	-0.486102	0.486102	0.486102	0.486102	-0.486102	0.486102	yes

Price

Best bid: 0.4014
Best ask: 0.4015
Spread: 0.0001
Spread %: 0.02491
Mid price: 0.40145
Last price: 0.4012
Mark price: -
Index price: 0.4013

Order Book

Bid depth 5: 1020
Ask depth 5: 1190
Bid depth 10: 3377
Ask depth 10: 2704
Bid depth 20: 14879
Ask depth 20: 13464
Imbalance 5: -0.076923
Imbalance 10: 0.110673
Imbalance 20: 0.049924
Top bid size: 85
Top ask size: 11
Bid wall score: 0.005713
Ask wall score: 0.000817

Dynamics

Bid depth 5 delta: -207
Ask depth 5 delta: 252
Imbalance 5 delta: -0.21041
Bid depth 10 delta: -400
Ask depth 10 delta: -86
Imbalance 10 delta: -0.039624
Spread delta: 0
Mid price delta: 0.0019
Wall shift score: 0.00536

Tape

Buy volume: 1801
Sell volume: 2732
Buy/sell delta: -931
Buy/sell ratio: 0.659224
Avg trade size: 45.33
Large trade count: 7
Largest trade size: 339

Candle

Return 1: -0.099602
Return 3: -0.693069
Volume 1: 1333
Volume avg 5: 1246.2
Momentum 5: 0.3

Cross Exchange

Mid avg: 0.3999675
Mid median: 0.400005
Price deviation %: 0.370655
Spread %: 0.315026

Funding / OI / Volume

Funding rate: 0.000008
Funding delta: 0
Funding abs: 0.000008
Funding pressure: 0.000008
Open interest: -
Volume 24h: 2062995
Quote volume 24h: 8438275.668
Price change 24h %: -5.79

Quality

Capture latency ms: 5199
Order book timestamp: 2026-07-08 12:05:47.259000+02:00
Ticker timestamp: 2026-07-08 12:05:46.767000+02:00
Trades timestamp: 2026-07-08 12:05:41.179000+02:00
Data quality score: 68
Missing fields count: 1

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	short	-0.510649	-0.510649	-0.510649	0.510649	0.510649	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.510649	0.510649	0.510649	0.510649	-0.510649	0.510649	yes
30s	short	-0.510649	-0.510649	-0.510649	0.510649	0.510649	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.510649	0.510649	0.510649	0.510649	-0.510649	0.510649	yes
60s	short	-0.510649	-0.510649	-0.510649	0.510649	0.510649	no	yes	yes	yes	no	yes	yes	yes	no	yes	yes	yes	no	no	no	no	-0.510649	0.510649	0.510649	0.510649	-0.510649	0.510649	yes

Price

Best bid: 0.39733
Best ask: 0.40359
Spread: 0.00626
Spread %: 1.563202
Mid price: 0.40046
Last price: 0.40153
Mark price: -
Index price: -

Order Book

Bid depth 5: 9727
Ask depth 5: 3732
Bid depth 10: 10775
Ask depth 10: 11173
Bid depth 20: 25102
Ask depth 20: 14710
Imbalance 5: 0.445427
Imbalance 10: -0.018134
Imbalance 20: 0.261027
Top bid size: 303
Top ask size: 369
Bid wall score: 0.012071
Ask wall score: 0.025085

Dynamics

Bid depth 5 delta: 2132
Ask depth 5 delta: -9557
Imbalance 5 delta: 0.718076
Bid depth 10 delta: -26517
Ask depth 10 delta: -7723
Imbalance 10 delta: -0.345535
Spread delta: 0.00506
Mid price delta: -0.00087
Wall shift score: -0.004334

Tape

Buy volume: 38318
Sell volume: 6008
Buy/sell delta: 32310
Buy/sell ratio: 6.37783
Avg trade size: 443.26
Large trade count: 5
Largest trade size: 2480

Candle

Return 1: 0
Return 3: 0.137164
Volume 1: 0
Volume avg 5: 99.6
Momentum 5: 1.041798

Cross Exchange

Mid avg: 0.400185
Mid median: 0.400055
Price deviation %: 0.068718
Spread %: 0.507265

Funding / OI / Volume

Funding rate: 0.00005
Funding delta: 0
Funding abs: 0.00005
Funding pressure: 0.00005
Open interest: 72739
Volume 24h: 632800
Quote volume 24h: 632800
Price change 24h %: -5.577895

Quality

Capture latency ms: 5831
Order book timestamp: 2026-07-08 12:05:41.901000+02:00
Ticker timestamp: 2026-07-08 12:05:42.453000+02:00
Trades timestamp: 2026-07-08 12:04:16.549000+02:00
Data quality score: 80
Missing fields count: 0

Labels / Advanced TP/SL

Horizon	Direction	Future return	Long MFE	Long MAE	Short MFE	Short MAE	L TP 0.3	L SL 0.3	S TP 0.3	S SL 0.3	L TP 0.2	L SL 0.2	S TP 0.2	S SL 0.2	L TP 0.5	L SL 0.5	S TP 0.5	S SL 0.5	L TP 1.0	L SL 1.0	S TP 1.0	S SL 1.0	Best L TP	Best L SL	Best S TP	Best S SL	Exp Long	Exp Short	Labeled
10s	flat	-0.028717	-0.028717	-0.028717	0.028717	0.028717	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028717	0.028717	0.028717	0.028717	-0.028717	0.028717	yes
30s	flat	-0.028717	-0.028717	-0.028717	0.028717	0.028717	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028717	0.028717	0.028717	0.028717	-0.028717	0.028717	yes
60s	flat	-0.028717	-0.028717	-0.028717	0.028717	0.028717	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	no	-0.028717	0.028717	0.028717	0.028717	-0.028717	0.028717	yes

Snapshot Breakdown

Collected feature rows by exchange and symbol.

By Exchange

binance: 36243
gate: 36242
htx: 35993
mexc: 36238

By Symbol

VELVET/USDT:USDT: 144716

Trained Models

Offline baseline models trained from labeled historical data.

Title	Status	Type	Horizon	Rows	Accuracy	Long precision	Short precision	Flat precision	Trained	Path / Error
Direction model 60s	trained	RandomForestClassifier	60s	6815	0.48936170	0.48387097	0.49813433	0.48192771	2026-06-30 12:10:19.505424+02:00	storage/models/3207c579-dec8-45d5-b7e7-b6c4a41f6354.joblib